[jggimi]

FTP has two modes of operation. Active, or Passive. Because OpenBSD's client uses passive by default, I can make the guess that your network configuration is blocking the data connection for FTP clients requesting the active mode.

From the PF User's Guide chapter, "Issues with FTP," highlights mine:

FTP can be used in one of two ways: passive or active. Generally, the choice of active or passive is made to determine who has the problem with firewalling.

With active FTP, when a user connects to a remote FTP server and requests information or a file, the FTP server makes a new connection back to the client to transfer the requested data. This is called the data connection. To start, the FTP client chooses a random port to receive the data connection. The client sends the port number it chose to the FTP server and listens for an incoming connection on that port. The FTP server then initiates a connection to the client's address at the chosen port and transfers the data. This is a problem for users attempting to gain access to FTP servers from behind a NAT gateway. Because of how NAT works, the FTP server initiates the data connection by connecting to the external address of the NAT gateway on the chosen port. The NAT machine will receive this, but, because it has no mapping for the packet in its state table, it will drop the packet and won't deliver it to the client.

With passive mode FTP (the default mode with OpenBSD's ftp(1) client), the client requests that the server pick a random port to listen on for the data connection. The server informs the client of the port it has chosen, and the client connects to this port to transfer the data. Unfortunately, this is not always possible or desirable because of the possibility of a firewall in front of the FTP server blocking the incoming data connection. To force active mode FTP, use the -A flag to ftp, or set passive mode to "off" by issuing the command "passive off" at the "ftp>" prompt.